+3,403.9%
TSM vs KWEB
+24.8%
+3,379.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.3% |
| 7D | +6.0% | -1.3% | +7.3% | +6.5% |
| 30D | +4.5% | -11.5% | +16.0% | +8.9% |
| 3M | +3.1% | -2.9% | +6.0% | +3.8% |
| 6M | +30.2% | -14.6% | +44.9% | +37.1% |
| YTD | +45.2% | -25.5% | +70.7% | +60.3% |
| 1Y | +79.6% | -31.1% | +110.6% | +103.6% |
| 3Y | +411.0% | +3.0% | +408.0% | +387.1% |
| 5Y | +290.7% | -42.6% | +333.3% | +329.2% |
| 10Y | +1,753.6% | -21.1% | +1,774.7% | +1,624.8% |
| All | +3,403.9% | +24.8% | +3,379.1% | +2,758.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KWEB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling